Performance

More downs than ups in up-and-down month for CTAs

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Managed futures funds had an up-and-down time of it in January, with rather more downs than ups in a month when the median return of -0.68% for CTAs was the worst performer of all hedge fund strategies.

There were a few notable outliers on the up side. These included IKOS Futures, which gained 3.37% on the month and is up over 25% over the last 12 months, and ISAM Systematic – which continued its excellent recent run with a return of 2.78% for an impressive six-month showing of almost 18% and a rolling 12-month return of 24.04%.

Mulvaney